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Code Issues 10 Pull Requests 14 Packages Projects Releases Wiki Activity

Remove norm_pairs method and do all normalization in initial _get_pairs call

small_kucoin_fixes
jaredgoldman 2023-04-03 20:48:32 -04:00
parent ea21656624
commit 9db84e8029
1 changed files with 21 additions and 32 deletions
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43
piker/brokers/kucoin.py
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@ -126,8 +126,8 @@ class KucoinTrade(Struct, frozen=True):
''' '''
Real-time trade format: Real-time trade format:
https://docs.kucoin.com/#symbol-ticker https://docs.kucoin.com/#symbol-ticker
'''
'''
bestAsk: float bestAsk: float
bestAskSize: float bestAskSize: float
bestBid: float bestBid: float
@ -195,7 +195,8 @@ class Client:
https://docs.kucoin.com/#authentication https://docs.kucoin.com/#authentication
''' '''
str_to_sign = str(int(time.time() * 1000)) + action + f'/api/{api_v}{endpoint}' str_to_sign = str(int(time.time() * 1000)) + \
action + f'/api/{api_v}{endpoint}'
signature = base64.b64encode( signature = base64.b64encode(
hmac.new( hmac.new(
@ -243,7 +244,8 @@ class Client:
if 'data' in res.json(): if 'data' in res.json():
return res.json()['data'] return res.json()['data']
else: else:
log.error(f'Error making request to {api_url} -> {res.json()["msg"]}') log.error(
f'Error making request to {api_url} -> {res.json()["msg"]}')
return res.json()['msg'] return res.json()['msg']
async def _get_ws_token(self, private: bool = False) -> tuple[str, int] | None: async def _get_ws_token(self, private: bool = False) -> tuple[str, int] | None:
@ -269,14 +271,14 @@ class Client:
self, self,
) -> dict[str, KucoinMktPair]: ) -> dict[str, KucoinMktPair]:
entries = await self._request('GET', '/symbols') entries = await self._request('GET', '/symbols')
syms = {item['name']: KucoinMktPair(**item) for item in entries} syms = {kucoin_sym_to_fqsn(item['name']): KucoinMktPair(**item) for item in entries}
log.info('Kucoin market pairs fetches') log.info('Kucoin market pairs fetched')
return syms return syms
async def cache_pairs( async def cache_pairs(
self, self,
normalize: bool = True, # normalize: bool = True,
) -> dict[str, KucoinMktPair]: ) -> dict[str, KucoinMktPair]:
''' '''
Get cached pairs and convert keyed symbols into fqsns if ya want Get cached pairs and convert keyed symbols into fqsns if ya want
@ -284,25 +286,9 @@ class Client:
''' '''
if not self._pairs: if not self._pairs:
self._pairs = await self._get_pairs() self._pairs = await self._get_pairs()
if normalize:
self._pairs = self._normalize_pairs(self._pairs)
return self._pairs return self._pairs
def _normalize_pairs(
self, pairs: dict[str, KucoinMktPair]
) -> dict[str, KucoinMktPair]:
'''
Map kucoin pairs to fqsn strings
'''
norm_pairs = {}
for key, value in pairs.items():
fqsn = key.lower().replace('-', '')
norm_pairs[fqsn] = value
return norm_pairs
async def search_symbols( async def search_symbols(
self, self,
pattern: str, pattern: str,
@ -310,9 +296,10 @@ class Client:
) -> dict[str, KucoinMktPair]: ) -> dict[str, KucoinMktPair]:
data = await self._get_pairs() data = await self._get_pairs()
matches = fuzzy.extractBests(pattern, data, score_cutoff=35, limit=limit) matches = fuzzy.extractBests(
pattern, data, score_cutoff=35, limit=limit)
# repack in dict form # repack in dict form
return {kucoin_sym_to_fqsn(item[0].name): item[0] for item in matches} return {item[0].name: item[0] for item in matches}
async def last_trades(self, sym: str) -> list[AccountTrade]: async def last_trades(self, sym: str) -> list[AccountTrade]:
trades = await self._request('GET', f'/accounts/ledgers?currency={sym}', 'v1') trades = await self._request('GET', f'/accounts/ledgers?currency={sym}', 'v1')
@ -358,7 +345,8 @@ class Client:
if not isinstance(data, list): if not isinstance(data, list):
# Do a gradual backoff if Kucoin is rate limiting us # Do a gradual backoff if Kucoin is rate limiting us
backoff_interval = i backoff_interval = i
log.warn(f'History call failed, backing off for {backoff_interval}s') log.warn(
f'History call failed, backing off for {backoff_interval}s')
await trio.sleep(backoff_interval) await trio.sleep(backoff_interval)
else: else:
bars = data bars = data
@ -497,7 +485,8 @@ async def stream_quotes(
tasks.append(make_sub(kucoin_sym, connect_id, level='l1')) tasks.append(make_sub(kucoin_sym, connect_id, level='l1'))
for task in tasks: for task in tasks:
log.info(f'Subscribing to {task["topic"]} feed for {sym}') log.info(
f'Subscribing to {task["topic"]} feed for {sym}')
await ws.send_msg(task) await ws.send_msg(task)
yield yield